+52.8%
EQIX vs COMP
-12.0%
+64.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.7% |
| 7D | +7.6% | +8.9% | -1.3% | +6.4% |
| 30D | +5.2% | +14.0% | -8.7% | +3.4% |
| 3M | +0.8% | -21.1% | +21.9% | +3.2% |
| 6M | +0.2% | +20.1% | -19.9% | -3.2% |
| YTD | +42.2% | -5.0% | +47.2% | +39.3% |
| 1Y | +34.7% | +5.7% | +29.1% | +29.9% |
| 3Y | +49.0% | +412.2% | -363.3% | +9.6% |
| 5Y | +52.8% | -12.1% | +64.9% | +28.3% |
| All | +52.8% | -12.0% | +64.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling